+174.7%
SYF vs ATI
+373.5%
-198.7%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.0% | -2.9% | -0.9% |
| 7D | +2.4% | -0.1% | +2.4% | +2.4% |
| 30D | +0.8% | +2.7% | -1.9% | -0.3% |
| 3M | +13.4% | +16.3% | -2.9% | +7.2% |
| 6M | +16.3% | +30.2% | -13.8% | +5.0% |
| YTD | -3.0% | +83.6% | -86.6% | -22.7% |
| 1Y | +5.7% | +173.0% | -167.3% | -27.6% |
| All | +174.7% | +373.5% | -198.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ATI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling